Place all spices (cumin through kosher salt) in a shallow dish and mix thoroughly. Place yogurt in a separate shallow dish. Rub chicken pieces with 1 teaspoon oil, then coat each side with spice mixture. Season with salt and pepper. Dip in yogurt to coat. Place chicken in a glass dish, cover, and refrigerate overnight.
To make dipping sauce, place all ingredients in a bowl and mix thoroughly. Chill for 2—3 hours.
Preheat a grill pan or stovetop grill to medium-high (you can also use the broiler). Cook chicken for 7—10 minutes per side, until juices run clear. Serve with dipping sauce on the side; garnish with green pepper and red onion slices.